Similar Search Results - EconBiz

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730

Persistent link: https://www.econbiz.de/10009381415

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2010

"Investors rebalance their portfolios as their views about expected returns and risk change. We use empirical measures of portfolio rebalancing to back out investors' views, specifically their views about the state of the economy. We show that aggregate portfolio rebalancing across equity...

Persistent link: https://www.econbiz.de/10008757614

Price discovery in the treasury futures market

Brandt, Michael W.; Kavajecz, Kenneth A.; Underwood, … - In: The journal of futures markets 27 (2007) 11, pp. 1021-1051

Persistent link: https://www.econbiz.de/10003627040

Packaging liquidity : blind auctions and transaction efficiencies

Kavajecz, Kenneth A.; Keim, Donald B. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 465-492

Persistent link: https://www.econbiz.de/10003160271

Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve

Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654

Persistent link: https://www.econbiz.de/10002502852

Volatility and market structure

Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: Journal of financial markets 4 (2001) 4, pp. 359-384

Persistent link: https://www.econbiz.de/10001604104

Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve

Brandt, Michael W.; Kavajecz, Kenneth A. - 2003

Persistent link: https://www.econbiz.de/10001738938

Packaging liquidity : blind auctions and liquidity provision

Kavajecz, Kenneth A. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002016339

Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve

Brandt, Michael W. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002022631

Liquidity provision during circuit breakers and extreme market movements

Goldstein, Michael A. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001572463

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